My Zero SR/S came with three keys, two black and one yellow. If you're someone who reads the manual in advance, you'll have spotted on page 83 (section 4.7) that there's a warning about the yellow key: "DO NOT attempt to use this key to start your motorcycle". The reason for this is that the yellow key is used to pair the black keys with the motorbike. It is also used to clear that pairing, so if you haven't read the manual and try and turn on the bike using the yellow key, you'll find yourself stranded as you'll have unpaired the black keys, and the yellow key can't be used to ride the bike. This is the sort of information you should be told by your dealer when you collect your new bike.
The key and ignition barrel are made by Zadi, and are used on a number of different makes and models of bikes, including Energica. The process of pairing keys with the bike isn't described in the Zero owner's manual, but isn't that complicated. Essentially, if you insert the yellow key and turn the bike on and wait for it to boot up, you'll clear the current key pairings. Turn the bike off, remove the yellow key and insert a black key. Turn the bike on and off using the black key, and you'll have registered that key with the bike. There'll be a message on the dash to confirm this. Once you've paired all the black keys you have, insert the yellow key again and turn the bike on and off to complete the pairing process. Your black keys will now be paired and you can use them to ride the bike.